Loading [MathJax]/jax/output/SVG/config.js
Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2013, Volume 58, Issue 4, Pages 695–710
DOI: https://doi.org/10.4213/tvp4536 (Mi tvp4536) 		 
This article is cited in 8 scientific papers (total in 8 papers)

On moments of Pitman estimators: the case of fractional Brownian motion

A. A. Novikovab, N. E. Kordzahiyac, T. Linga

a University of Technology, Sydney
b Steklov Mathematical Institute of the Russian Academy of Sciences
c Macquarie University
Full-text PDF (303 kB) Citations (8)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp4536
Funding agency Grant number
Australian Research Council DP120102398
Received: 01.10.2012
English version:
Theory of Probability and its Applications, 2014, Volume 58, Issue 4, Pages 601–614
DOI: https://doi.org/10.1137/S0040585X97986771
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. A. Novikov, N. E. Kordzahiya, T. Ling, “On moments of Pitman estimators: the case of fractional Brownian motion”, Teor. Veroyatnost. i Primenen., 58:4 (2013), 695–710; Theory Probab. Appl., 58:4 (2014), 601–614
Citation in format AMSBIB
\Bibitem{NovKorLin13}
\by A.~A.~Novikov, N.~E.~Kordzahiya, T.~Ling
\paper On moments of Pitman estimators: the case of fractional Brownian motion
\jour Teor. Veroyatnost. i Primenen.
\yr 2013
\vol 58
\issue 4
\pages 695--710
\mathnet{http://mi.mathnet.ru/tvp4536}
\crossref{https://doi.org/10.4213/tvp4536}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3403018}
\elib{https://elibrary.ru/item.asp?id=21277126}
\transl
\jour Theory Probab. Appl.
\yr 2014
\vol 58
\issue 4
\pages 601--614
\crossref{https://doi.org/10.1137/S0040585X97986771}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000346703700005}
\elib{https://elibrary.ru/item.asp?id=24020838}
Linking options:
  • https://www.mathnet.ru/eng/tvp4536
  • https://doi.org/10.4213/tvp4536
  • https://www.mathnet.ru/eng/tvp/v58/i4/p695
    • This publication is cited in the following 8 articles:
    1. O. V. Chernoyarov, S. Dachian, Yu. A. Kutoyants, A. V. Zyulkov, “On estimation errors in optical communication and location”, Autom. Remote Control, 82:12 (2021), 2041–2075  mathnet  crossref  crossref  isi
    2. Kutoyants Yu.A., “On Cusp Location Estimation For Perturbed Dynamical Systems”, Scand. J. Stat., 46:4 (2019), 1206–1226  crossref  mathscinet  zmath  isi
    3. O. V. Chernoyarov, S. Dachian, Yu. A. Kutoyants, “On parameter estimation for cusp-type signals”, Ann. Inst. Stat. Math., 70:1 (2018), 39–62  crossref  mathscinet  zmath  isi
    4. N. E. Kordzakhia, Yu. A. Kutoyants, A. A. Novikov, L.-Y. Hin, “On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion”, Stat. Probab. Lett., 139 (2018), 141–151  crossref  mathscinet  zmath  isi  scopus
    5. K. Borovkov, Yu. Mishura, A. Novikov, M. Zhitlukhin, “New and refined bounds for expected maxima of fractional Brownian motion”, Stat. Probab. Lett., 137 (2018), 142–147  crossref  mathscinet  zmath  isi
    6. Alexander Gushchin, Nino Kordzakhia, Alexander Novikov, “Translation invariant statistical experiments with independent increments”, Stat. Inference Stoch. Process., 21:2 (2018), 363–383  mathnet  crossref  scopus
    7. S. Dachian, N. Kordzakhia, Yu. A. Kutoyants, A. Novikov, “Estimation of cusp location of stochastic processes: a survey”, Stat Inference Stoch Process, 21:2 (2018), 345  crossref
    8. A. A. Novikov, S. Alexander, N. E. Kordzahiya, T. Ling, “Pricing of asian-type and basket options via bounds”, Theory Probab. Appl., 61:1 (2017), 94–106  mathnet  crossref  crossref  mathscinet  zmath  isi  elib
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:429
    Full-text PDF :159
    References:82
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025